Backport #2961 to release branch: fix openai dependency versions and test with them

[lmolkova]

See #2961

Description

Please include a summary of the change and which issue is fixed. Please also include relevant motivation and context. List any dependencies that are required for this change.

Fixes # (issue)

Type of change

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• [x] Bug fix (non-breaking change which fixes an issue)
• [ ] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected)
• [ ] This change requires a documentation update

Does This PR Require a Core Repo Change?

• [ ] Yes. - Link to PR:
• [x] No.

Checklist:

See contributing.md for styleguide, changelog guidelines, and more.

• [x] Followed the style guidelines of this project
• [x] Changelogs have been updated
• [ ] Unit tests have been added
• [ ] Documentation has been updated